Bootstrap Joint Prediction Regions
From MaRDI portal
Publication:5251504
DOI10.1111/jtsa.12099zbMath1325.62069OpenAlexW2109147769MaRDI QIDQ5251504
No author found.
Publication date: 20 May 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/113354/1/Bootstrap%20joint.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (10)
Bootstrap inference for network vector autoregression in large-scale social network ⋮ Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets ⋮ Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ The uncertainty of conditional returns, volatilities and correlations in DCC models ⋮ Bootstrap prediction intervals for Markov processes ⋮ Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions ⋮ A note on simultaneous calibrated prediction intervals for time series ⋮ Generating prediction bands for path forecasts from SETAR models ⋮ Improved multivariate prediction regions for Markov process models ⋮ Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts
Cites Work
- Unnamed Item
- Control of generalized error rates in multiple testing
- Bootstrap methods in statistics
- Balanced control of generalized error rates
- Bootstrap methods: another look at the jackknife
- Resampling methods for dependent data
- Bootstraps for time series
- Model-free model-fitting and predictive distributions
- Bootstrap prediction bands for forecast paths from vector autoregressive models
- Bootstrap Prediction Intervals for Autoregression
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Balanced Simultaneous Confidence Sets
- Stepwise Multiple Testing as Formalized Data Snooping
- Simultaneous Confidence Bands for Linear Regression Models
- Asymptotic expansions for the mean and variance of the serial correlation coefficient
- The bootstrap and Edgeworth expansion
- The impact of bootstrap methods on time series analysis
This page was built for publication: Bootstrap Joint Prediction Regions